Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48048.22 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46653.26 Kr¶

PnL: ---------------------------------------> -235.31 Kr¶

DD now: ---------------------------------> -1.196 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 10:26:35.467729'

Anic Portfolio¶

Today¶

Return: 0.135 %¶

This Week¶

Return: 0.282 %¶

Total¶

Return: 57.298 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.650000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 -1.110000 2807.000000 171.000000 6.490000 2636.000010
Corem Property Group B 59 1.300000 641.330000 64.330000 11.150000 576.999999
SAAB B 8 0.590000 3423.200000 46.200000 1.370000 3377.000000
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.440000 391.300000 36.300000 10.230000 355.000000
Resurs Holding 22 0.220000 605.000000 31.000000 5.400000 573.999998
Boozt 12 -0.360000 1682.400000 28.400000 1.720000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 -0.150000 545.600000 18.600000 3.530000 527.000000
Eastnine 4 -0.310000 507.200000 16.200000 3.300000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Swedbank A 3 1.790000 578.700000 14.700000 2.610000 564.000000
Securitas B 6 0.560000 583.200000 13.200000 2.320000 570.000000
OEM International B 7 -0.770000 540.400000 12.400000 2.350000 527.999997
Nordea Bank Abp 29 0.620000 3465.500000 11.500000 0.330000 3453.999992
Coor Service Management Hold. 8 -0.880000 542.000000 10.000000 1.880000 532.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.970000 541.840000 7.840000 1.470000 533.999999
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.820000 550.500000 4.500000 0.820000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.390000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -0.570000 560.000000 -14.000000 -2.440000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.650000 565.500000 -29.070000 -4.890000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.390000 559.240000 -53.760000 -8.770000 612.999432
Axfood 13 -0.070000 3658.200000 -97.800000 -2.600000 3756.000001
Fasadgruppen Group 35 3.500000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -1.500000 1418.400000 -245.600000 -14.760000 1663.999992
Ovzon 52 0.180000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46653.260000 -235.310000 -1.19612% 46888.564618

Updated:¶

'2023-01-24 10:26:48.002592'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶